Find Jobs
Hire Freelancers

Investment portfolio strategy back-testing & portfolio construction

$750-1500 USD

Completed
Posted over 2 years ago

$750-1500 USD

Paid on delivery
We are a team of fund managers working for an asset management company in Indonesia. We departed as fundamentalist and have been researching into multi-factor portfolio construction using behavioral methods (like adjusted momentum). We do have a working model in Excel but the key limitation is its inability to process a large number of instruments. We would like to build a strategy back-testing system for our own use but for two asset classes: stocks & crypto. Keep in mind for a back-test to work, a portfolio construction system must be built first. The proficiency we are looking for is in python & MySQL. General steps: 1. Read daily data from CSV for stocks (Indonesia only) and pull date from API for crypto. 2. Create and organize data in MySQL (or other SQL is ok). 3. Create derivative data from the database using python and store it in the database if necessary. 4. Filter the data to remove unwanted securities. 5. Rank the data using derivative data that have been created. The rank can be from a combination of derivative data (2 or 3). 6. Pick (x) numbers of instruments from the top and/or bottom quartile to create a portfolio for Long only and Long/Short strategy. 7. Back-test the performance of the portfolio (regular (e.g. monthly, quarterly) and irregular (event driven) rebalancing). 8. Create & save charts and statistic tables. NOTE: The steps are the same for both stocks and crypto. Requirements: 1. Adjustable parameters. 2. Ability to add new formula to create new-derivative data and embed it into the calculation. We can do basic python programming ourselves for this as long as the steps are communicated to us. 3. (Optional) simple web-based parameter input page. What we have in mind is to use MySQL for database and python as the processing language since it already has a wide array of libraries related to what we need. We are looking for a developer with good communication skills. Experience in investment is a plus but not a must as we already have a clear process. Please look into the attached doc file for more details.
Project ID: 32944914

About the project

21 proposals
Remote project
Active 2 yrs ago

Looking to make some money?

Benefits of bidding on Freelancer

Set your budget and timeframe
Get paid for your work
Outline your proposal
It's free to sign up and bid on jobs
Awarded to:
User Avatar
$0 USD in 60 days
5.0 (2 reviews)
3.4
3.4
21 freelancers are bidding on average $1,710 USD for this job
User Avatar
Hi There, ✅ TOP Rated Plus specialist ✅ Only 5-star reviews ⭐⭐⭐⭐⭐ I am the PERFECT contractor for your web development needs! I specialize in Front-End and Back-End web development, ranging from small task to huge, high-load projects. Your ideas are invaluable. Their implementation must be the same. It would be my pleasure to become a trustworthy partner to take care of the entire development process, from start to finish with further maintenance and support. My skills: ✔ Programming Skills: AngularJS, Angular2-8, ReactJS, Bootstrap, CSS3, HTML5, JavaScript and Ajax.. ✔ Backend Tech:- PHP, Node.js, Laravel, CodeIgniter, Wordpress ✔ Mobile Stacks: IONIC 2, 3, 4, Cordova, React Native , Flutter ✔ Database: MySQL, MongoDB, Firebase ✔ APIs: Rest / Soap, XML, JSON, Postman, Runscope ✔ Servers: AWS (S3 / EC2 / IAM), Google Cloud, Apache looking forward to hear from you soon. Thanks & Regards, Sam
$1,500 USD in 7 days
4.9 (117 reviews)
7.2
7.2
User Avatar
....................Investment portfolio strategy back-testing & portfolio construction..................... Hii michamdani, I have read your requirements and I am glad to inform you that I have strong experience in this field and have worked on many similar projects before. Let's have a Quick Chat to discuss your Project EXPERTISE: Python Django - Flask web development, ChatBot, Image classification-Processing, Sentimental analysis, Artificial Intelligence, Machine Learning, Computer Vision, Object Detection, Object Tracking, Image Processing. Data Science, Data Analytics, Natural Language Processing (NLP), Optical Character Recognition. Looking forward to your earliest reply. Thank you. Virang Patel Bid Amount is just a placeholder, I will share the best timeline and cost once we both will be on the same page
$1,500 USD in 7 days
4.9 (55 reviews)
7.0
7.0
User Avatar
Hello, I have a lot of experience with optimization and will be very happy to help you on that. Thank you!
$1,125 USD in 7 days
5.0 (45 reviews)
6.1
6.1
User Avatar
! I am an expert Python computer programmer. I am familiar with Python and I have a lot of work experiences in Python, Software Architecture, Statistical Analysis and MySQL. I can start right away. I want to discuss for this project in detail. Please contact me to discuss more regarding this project. For more details Chat with us
$1,200 USD in 5 days
5.0 (16 reviews)
5.8
5.8
User Avatar
Hello, I read your job description completely, and I found my skills relevant to your project. Over the last 8 years, I have developed a wide branch of websites using HTML5, Tailwind CSS, JAVASCRIPT, SCRUM, PHP and MySQL. I also have experience in the following areas: Git, Docker and Digital Ocean. UI Design Libraries: Boostrap, Tailwind, Vuetify… PHP Frameworks used: CodeIgniter, Laravel, Symfony. JS Frameworks used: Angular Vue.js, React.js, React Native. I can modify applications implemented by others programmers , add new functionalites, solve existing issues, and also create new applications. If you are interest, Please let me know and discuss your project in detail. Regard, Okcana D.
$1,300 USD in 15 days
5.0 (8 reviews)
5.5
5.5
User Avatar
Hi Dear I have seen your project posting carefully I am a experienced developer in JavaScript, CI, Laravel, React-Js, Node-js, SQL for 5 years And i have completed all project perfectly, clearly and appropriate cost, so all clients have satisfied. If you hire me, I will complete your project in short terms. I hope to work with you. Sincerely. Kat.
$1,125 USD in 7 days
5.0 (13 reviews)
4.6
4.6
User Avatar
Kindly consider my bid for this job. Our comprehensive experience of designing, developing and deploying software applications in area of simulations and 3D graphics/visualization. Possessing a ability to lead project teams to successfully deliver agreed upon solutions of the highest quality, often in complex and challenging customer environments. Proficiency: Excellent C, C++ programming and debugging skills Programming : C#, C++ Scripting : Python, lua, Javascript Environments : Unity3D, Visual studio 8-19 Graphics SDK/APIs : HLSL (high level shading language) 3/4/5, DirectX 9/10/11/12, WebGL, Unity3D, OpenGL, VR(Oculus/SteamVR/HTC Vive) Projects: 3D simulators in multiple environment, machines/components assembling/disassembling sims, ROV simulators, VR (HTC/Oculus) / AR for various training simulators etc. Looking forward to hear back from you for further discussion. Thank you, Raghav, BLW
$1,800 USD in 30 days
3.7 (3 reviews)
4.9
4.9
User Avatar
i have checked that your Project Title is Investment portfolio strategy back-testing & portfolio construction . its according my skills. Please visit my portfolio: https://www.freelancer.com/u/heenafullstacken Regards A Plus IT House
$1,500 USD in 46 days
4.8 (3 reviews)
2.1
2.1
User Avatar
----------------Professional Python & Statistical Analysis & Trading Expert! Best Result in Time!----------- Dear sir. I've read your project description very carefully. I've extensive experience in Python & Statistical Analysis & Trading, so I believe that I can provide excellent result in time. If you contact me, I'll provide detailed developing plan and methods. I'm looking forward to your further response. Best regards.
$1,125 USD in 7 days
4.8 (2 reviews)
2.3
2.3
User Avatar
Hi, i will do Investment portfolio strategy back-testing & portfolio construction I am an experienced Android and ios developer and equipped with all the necessary skills to provide you best website that completely satisfies your business needs. I Have 5 year experience in Android and ios delelopment .Please share your requirements with me over chat so we can proceed further. Best Regards, atul
$1,125 USD in 7 days
5.0 (1 review)
0.2
0.2

About the client

Flag of INDONESIA
Jakarta, Indonesia
5.0
1
Payment method verified
Member since Feb 16, 2022

Client Verification

Thanks! We’ve emailed you a link to claim your free credit.
Something went wrong while sending your email. Please try again.
Registered Users Total Jobs Posted
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Loading preview
Permission granted for Geolocation.
Your login session has expired and you have been logged out. Please log in again.